Statistical inference [1] is the statistical process of drawing conclusions from data.
Examples would be the randomness of the data, observational errors, sampling variation, and other issues.[2]
Scope
For the most part, statistical inference makes statements about populations, using data drawn from the population of interest by some form of random sampling. The result is some kind of statistical proposition, such as:
- an estimate; i.e., a particular value that best approximates some parameter of interest
- a confidence interval. That is an interval from a dataset such that, under repeated sampling, the interval would contain the true parameter value with the probability at the stated confidence level
- a credible interval; i.e., a set of values containing, for example, 95% of samples would include the true value of the parameter.
- rejection of a hypothesis
- clustering or classifying data points into groups
References
- ↑ Or statistical induction and inferential statistics
- ↑ Upton G. & Cook I. 2008. Oxford dictionary of statistics. OUP. ISBN 978-0-19-954145-4
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| Continuous data | |
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| Count data | |
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| Summary tables | |
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| Dependence | |
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| Graphics |
- Bar chart
- Biplot
- Box plot
- Control chart
- Correlogram
- Fan chart
- Forest plot
- Histogram
- Pie chart
- Q–Q plot
- Run chart
- Scatter plot
- Stem-and-leaf display
- Radar chart
- Violin plot
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| Study design |
- Population
- Statistic
- Effect size
- Statistical power
- Optimal design
- Sample size determination
- Replication
- Missing data
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| Survey methodology | |
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| Controlled experiments | |
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| Adaptive Designs |
- Adaptive clinical trial
- Up-and-Down Designs
- Stochastic approximation
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| Observational Studies |
- Cross-sectional study
- Cohort study
- Natural experiment
- Quasi-experiment
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| Statistical theory | |
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| Frequentist inference | | Point estimation |
- Estimating equations
- Unbiased estimators
- Mean-unbiased minimum-variance
- Rao–Blackwellization
- Lehmann–Scheffé theorem
- Median unbiased
- Plug-in
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| Interval estimation | |
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| Testing hypotheses |
- 1- & 2-tails
- Power
- Uniformly most powerful test
- Permutation test
- Multiple comparisons
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| Parametric tests |
- Likelihood-ratio
- Score/Lagrange multiplier
- Wald
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| Specific tests | | | Goodness of fit | |
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| Rank statistics |
- Sign
- Signed rank (Wilcoxon)
- Rank sum (Mann–Whitney)
- Nonparametric anova
- 1-way (Kruskal–Wallis)
- 2-way (Friedman)
- Ordered alternative (Jonckheere–Terpstra)
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| Bayesian inference | |
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| Correlation | |
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| Regression analysis |
- Errors and residuals
- Regression validation
- Mixed effects models
- Simultaneous equations models
- Multivariate adaptive regression splines (MARS)
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| Linear regression | |
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| Non-standard predictors |
- Nonlinear regression
- Nonparametric
- Semiparametric
- Isotonic
- Robust
- Heteroscedasticity
- Homoscedasticity
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| Generalized linear model | |
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| Partition of variance |
- Analysis of variance (ANOVA, anova)
- Analysis of covariance
- Multivariate ANOVA
- Degrees of freedom
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Categorical / Multivariate / Time-series / Survival analysis |
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| Categorical |
- Cohen's kappa
- Contingency table
- Graphical model
- Log-linear model
- McNemar's test
- Cochran-Mantel-Haenszel statistics
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| Multivariate |
- Regression
- Manova
- Principal components
- Canonical correlation
- Discriminant analysis
- Cluster analysis
- Classification
- Structural equation model
- Multivariate distributions
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| Time-series | | General |
- Decomposition
- Trend
- Stationarity
- Seasonal adjustment
- Exponential smoothing
- Cointegration
- Structural break
- Granger causality
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| Specific tests |
- Dickey–Fuller
- Johansen
- Q-statistic (Ljung–Box)
- Durbin–Watson
- Breusch–Godfrey
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| Time domain |
- Autocorrelation (ACF)
- Cross-correlation (XCF)
- ARMA model
- ARIMA model (Box–Jenkins)
- Autoregressive conditional heteroskedasticity (ARCH)
- Vector autoregression (VAR)
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| Frequency domain | |
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| Survival | | Survival function |
- Kaplan–Meier estimator (product limit)
- Proportional hazards models
- Accelerated failure time (AFT) model
- First hitting time
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| Hazard function | |
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| Test | |
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Applications |
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| Biostatistics | |
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| Engineering statistics |
- Chemometrics
- Methods engineering
- Probabilistic design
- Process / quality control
- Reliability
- System identification
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| Social statistics | |
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| Spatial statistics |
- Cartography
- Environmental statistics
- Geographic information system
- Geostatistics
- Kriging
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